Search Results for Finite differences.

IIE
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00IIE
Cover image for A workout in computational finance
A workout in computational finance
A workout in computational finance
by 
Aichinger, Michael, 1979-
Format: 
Books
Publication Date 
2013
Excerpt: 
PDE -- 3.3.Finite Differences -- 3.4.Time Discretization -- 3.5.Stability Considerations -- 3.6.Finite
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Cover image for Financial modelling : theory, implementation and practice (with Matlab source)
Financial modelling : theory, implementation and practice (with Matlab source)
by 
Kienitz, Joerg.
Format: 
Books
Publication Date 
2012
Excerpt: 
.Financial Examples and Numerical Results -- 8.3.Greeks with Monte Carlo -- 8.3.1.The Finite Difference
Available: Copies:
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